AIMS Lecture Notes on Numerical Analysis

Peter J. Olver

March, 2006

Lecture notes:

  1. Computer Arithmetic.
  2. Numerical Solution of Scalar Equations.
  3. Review of Matrix Algebra.
  4. Gaussian Elimination.
  5. Inner Products and Norms.
  6. Eigenvalues and Singular Values.
  7. Iterative Methods for Linear Systems.
  8. Numerical Computation of Eigenvalues.
  9. Numerical Solution of Algebraic Systems.
  10. Numerical Solution of Ordinary Differential Equations.
  11. Numerical Solution of the Heat and Wave Equations.
  12. Minimization.
  13. Approximation and Interpolation.
  14. The Finite Element Method.

    References:

Exercise sets:

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